Jim, you don't mention what kind of switches you want to switch. If you are using stall motor switch machines like Tortoise, then fine wire, like telephone wire, will do. But if you are using dual solenoid switch machines, like the ones built into Bachmann, Atlas and other switches, you should use a heavier wire, particularly if the distance is great. Speaker wire, doorbell wire, and lamp cord will all work. Twenty gauge doorbell wire is cheap, widely available and comes in both 2 and 3 conductors. The 2 conductor is good for building lights etc. that require only 2 connections. The 3 conductor is good for extending the wires on remote switches needing 3 wires.

The older telephone wire works quite well, but much of the 'new' telephone wire is a foil-like material that is impossible to solder to. Modern phone connections are usually crimped, so the wire can be made cheaper than the previously common small gauge copper.